I'm afraid that the previous answer (RTFM effectively) isn't going to help you in the slightest. For a start, we don't even know which version you are using...

One of the significant problems with M-audio is that they're owned effectively by ProTools, and their drivers and hardware are rather more effectively optimised for this than any other software. People sometimes report success, but not always. When you open the hardware options in Preferences, do you see the M-audio device listed at all?